CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 1.1928 1.1933 0.0005 0.0% 1.1813
High 1.1967 1.1969 0.0003 0.0% 1.1975
Low 1.1917 1.1907 -0.0010 -0.1% 1.1800
Close 1.1942 1.1935 -0.0007 -0.1% 1.1924
Range 0.0050 0.0062 0.0013 25.3% 0.0175
ATR 0.0069 0.0069 -0.0001 -0.7% 0.0000
Volume 146 66 -80 -54.8% 1,674
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2123 1.2091 1.1969
R3 1.2061 1.2029 1.1952
R2 1.1999 1.1999 1.1946
R1 1.1967 1.1967 1.1941 1.1983
PP 1.1937 1.1937 1.1937 1.1945
S1 1.1905 1.1905 1.1929 1.1921
S2 1.1875 1.1875 1.1924
S3 1.1813 1.1843 1.1918
S4 1.1751 1.1781 1.1901
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2425 1.2349 1.2020
R3 1.2250 1.2174 1.1972
R2 1.2075 1.2075 1.1956
R1 1.1999 1.1999 1.1940 1.2037
PP 1.1900 1.1900 1.1900 1.1918
S1 1.1824 1.1824 1.1907 1.1862
S2 1.1725 1.1725 1.1891
S3 1.1550 1.1649 1.1875
S4 1.1375 1.1474 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1989 1.1854 0.0136 1.1% 0.0074 0.6% 60% False False 302
10 1.1989 1.1800 0.0189 1.6% 0.0072 0.6% 71% False False 265
20 1.1989 1.1728 0.0262 2.2% 0.0070 0.6% 79% False False 201
40 1.1989 1.1503 0.0486 4.1% 0.0061 0.5% 89% False False 123
60 1.2003 1.1503 0.0500 4.2% 0.0053 0.4% 86% False False 96
80 1.2110 1.1503 0.0607 5.1% 0.0056 0.5% 71% False False 83
100 1.2296 1.1503 0.0793 6.6% 0.0059 0.5% 55% False False 74
120 1.2732 1.1503 0.1229 10.3% 0.0055 0.5% 35% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2233
2.618 1.2131
1.618 1.2069
1.000 1.2031
0.618 1.2007
HIGH 1.1969
0.618 1.1945
0.500 1.1938
0.382 1.1931
LOW 1.1907
0.618 1.1869
1.000 1.1845
1.618 1.1807
2.618 1.1745
4.250 1.1644
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 1.1938 1.1946
PP 1.1937 1.1942
S1 1.1936 1.1939

These figures are updated between 7pm and 10pm EST after a trading day.

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